An adaptive importance sampling algorithm for risk-averse optimization

DOI10.1016/J.JCP.2025.114548MaRDI QIDQ6853371zbMATH OpenFDO

Authors Sandra Pieraccini, Tommaso Vanzan

Publication date 25 February 2026

Published in Journal of Computational Physics (Search for Journal in Brave)

zbMATH Keywords

stochastic optimizationadaptive samplingreduced order modelsPDE-constrained optimization under uncertaintyrisk-averse minimization

Mathematics Subject Classification ID

Numerical methods in optimal control (49Mxx) Mathematical programming (90Cxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)

Cites work

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